Capital calculation methods

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References Adam Koursaris Calculating the solvency capital requirement, part 1 – 4 http://www.insuranceerm.com/analysis/calculating-the-solvency-capital-requirementpart-1.html 24 Capital calculation methods © 2012 Deloitte Česká republika
Contact Petr Bednařík Manager, Czech Republic Actuarial & Insurance Solutions Tel: +420 246 042 327 Email: pbednarik@deloitteCE.com 25 © 2012 Deloitte Česká republika
Page 1 and 2: Metody pro výpočet kapitálu Inte
Page 3 and 4: Solvency II Requirements • Solven
Page 5 and 6: Joint distribution of risk factors
Page 7 and 8: Own funds impact - Asset and Liabil
Page 9 and 10: The standard formula - implicit sim
Page 11 and 12: Standard formula - advantages and d
Page 13 and 14: Curve fitting - principles • The
Page 15 and 16: Curve fitting - advantages and disa
Page 17 and 18: Least squares Monte Carlo - practic
Page 19 and 20: Replicating portfolios - principles
Page 21 and 22: Replicating portfolios - practice
Page 23: How to use this • Directly - impl

Capital calculation methods

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